Sure, it's easier when you have larger companies like Disney backing you, but if you're a independent filmmaker working on your own company or a smaller company, distributing is a difficult process. Convincing theaters to play your movie even inside the country it was created, can be a pain.

Also, there is the thing of reformatting DVDs for other countries. European countries do not play NTSC which is one of the reasons why it takes longer for Europe to get American films on DVD. There is also the thing of dubbing and/or subtitling the movie; which can also be time consuming. And of course, there's shipping. I know video game companies that still take a while to release and ship out their games to other countries. It doesn't look like this is going to change very soon.